References in zbMATH (referenced in 15 articles )

Showing results 1 to 15 of 15.
Sorted by year (citations)

  1. Arsalane Chouaib Guidoum, Kamal Boukhetala: Performing Parallel Monte Carlo and Moment Equations Methods for Ito and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc (2020) not zbMATH
  2. Bertsimas, Dimitris; Cory-Wright, Ryan: On polyhedral and second-order cone decompositions of semidefinite optimization problems (2020)
  3. Lehtomaa, Jaakko; Resnick, Sidney I.: Asymptotic independence and support detection techniques for heavy-tailed multivariate data (2020)
  4. David Ardia; Kris Boudt; Leopoldo Catania: Generalized Autoregressive Score Models in R: The GAS Package (2019) not zbMATH
  5. Müller, Dominik; Czado, Claudia: Dependence modelling in ultra high dimensions with vine copulas and the graphical lasso (2019)
  6. Adam Rahman: sdpt3r: Semidefinite Quadratic Linear Programming in R (2018) not zbMATH
  7. Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
  8. Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
  9. Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
  10. Michael Hahsler and Matthew Bolaños and John Forrest: Introduction to stream: An Extensible Framework for Data Stream Clustering Research with R (2017) not zbMATH
  11. Seward Lee: finreportr: Financial Data from U.S. Securities and Exchange Commission (2016) not zbMATH
  12. Arratia, Argimiro: Computational finance. An introductory course with R (2014)
  13. Gandrud, Christopher: Reproducible research with R and RStudio (2014)
  14. Tapiero, Oren J.: The relationship between risk and incomplete states uncertainty: a Tsallis entropy perspective (2013)
  15. Tsay, Ruey S.: An introduction to analysis of financial data with R. (2013)